Quantification of Asymmetric Dependence
Calculate the D1 distance between two dependence structures
Calculate empirical checkerboard copula
The empirical checkerboard copula
Heatmap of dependence measures
Pairwise quantification of (asymmetric and directed) dependencies
Plot density of empirical checkerboard copula
Plot conditional probabilites
Predict conditional probabilities
Distribution of qad (H0: independence)
Quantification of Asymmetric Dependencies
Measure of (asymmetric and directed) dependence
Summarize a qad object
A copula-based measure for quantifying asymmetry in dependence and associations. Documentation and theory about 'qad' is provided by the paper by Junker, Griessenberger & Trutschnig (2021, <doi:10.1016/j.csda.2020.107058>), and the paper by Trutschnig (2011, <doi:10.1016/j.jmaa.2011.06.013>).